Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 1 1 1 40
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 0 0 1 12
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 0 0 0 56
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 0 0 29
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 0 1 23
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 0 0 0 7
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 1 1 3 83
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 0 3 69
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 1 2 57
Volatility of aggregate volatility and hedge funds returns 0 0 0 23 1 1 3 182
Volatility of aggregate volatility and hedge funds returns 0 0 0 30 1 3 6 175
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 1 22
Total Working Papers 0 0 0 55 4 7 21 755


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 0 17 0 1 2 46
Aggregate volatility expectations and threshold CAPM 0 0 0 5 1 1 2 69
Does aggregate uncertainty explain size and value anomalies? 0 0 1 4 1 1 3 23
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 0 0 17
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 8 0 0 1 53
Volatility of aggregate volatility and hedge fund returns 0 0 1 52 0 1 6 237
Volatility risk and the value premium: Evidence from the French stock market 0 0 2 88 0 1 5 295
Total Journal Articles 0 0 4 179 2 5 19 740


Statistics updated 2025-03-03